+211.3%
MCD vs NTAP
+608.6%
-397.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.1% | -2.3% | +1.3% |
| 7D | +5.9% | -5.0% | +10.9% | +6.4% |
| 30D | +19.6% | -25.8% | +45.4% | +23.3% |
| 3M | +3.3% | -6.9% | +10.2% | +3.4% |
| 6M | +3.5% | +50.0% | -46.5% | -3.3% |
| YTD | -6.1% | +66.9% | -73.1% | -13.9% |
| 1Y | -3.7% | +58.3% | -61.9% | -11.0% |
| 3Y | +13.4% | +145.1% | -131.8% | -5.0% |
| 5Y | +25.2% | +114.2% | -89.0% | +6.1% |
| 10Y | +211.3% | +576.6% | -365.3% | +113.3% |
| All | +211.3% | +608.6% | -397.3% | +113.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded NTAP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling